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Building an Economic Scenario Generator
Generator This session at the SOA 2003 Washington, DC Spring Meeting focuses on the issues involved in building ... It covers the data set used to develop and calibrate the generator as well as a discussion of different ...- Authors: Hal Warren Pedersen
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation
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C-1 Risk and Investment
C-1 Risk and Investment 1988 Valuation Actuary Symposium. The session discussed the C-3 risk, not ... not the C-1 risk in the title. It explored the question: For testing purposes, how does one create the ...- Authors: Gregory D Jacobs, Irwin T Vanderhoof
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation